+96.9%
PSX vs ETR
+18.4%
+78.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.7% | -7.3% | -4.6% |
| 7D | -5.2% | +3.7% | -8.9% | -5.2% |
| 30D | -3.7% | +11.0% | -14.7% | -4.2% |
| 3M | +26.8% | +3.4% | +23.4% | +26.5% |
| 6M | +47.3% | -3.3% | +50.6% | +47.9% |
| YTD | +105.4% | +23.3% | +82.2% | +105.1% |
| 1Y | +96.9% | +19.2% | +77.7% | +97.2% |
| All | +96.9% | +18.4% | +78.5% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ETR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling